Anic Equity¶

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Total return since start: 0.563 %¶

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Equity now: -----------------------------> 47732.28 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46337.36 Kr¶

PnL: ---------------------------------------> -551.21 Kr¶

DD now: ---------------------------------> -1.846 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 17:05:41.149138'

Anic Portfolio¶

Today¶

Return: 0.884 %¶

This Week¶

Return: 0.418 %¶

Total¶

Return: 56.263 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 3.040000 3177.200000 206.200000 6.940000 2971.000006
HEBA B 70 0.640000 2751.000000 115.000000 4.360000 2636.000010
SAAB B 8 0.440000 3441.600000 64.600000 1.910000 3377.000000
FM Mattsson Mora Group B 50 -1.820000 2975.000000 48.000000 1.640000 2927.000000
Corem Property Group B 59 0.290000 613.010000 36.010000 6.240000 576.999999
AcadeMedia 12 2.070000 591.360000 34.360000 6.170000 557.000004
Resurs Holding 22 4.540000 602.580000 28.580000 4.980000 573.999998
Boozt 12 3.550000 1682.400000 28.400000 1.720000 1653.999996
Samhällsbyggnadsbo. i Norden B 20 0.770000 381.100000 26.100000 7.350000 355.000000
MedCap 2 0.910000 444.000000 23.000000 5.460000 421.000000
OEM International B 7 1.830000 546.000000 18.000000 3.410000 527.999997
Norva24 Group 16 -3.060000 558.400000 15.400000 2.840000 543.000000
Fastighetsbolag. Emilshus Pref 21 1.860000 575.400000 13.400000 2.380000 562.000005
Eastnine 4 -1.260000 503.200000 12.200000 2.480000 491.000000
HMS Networks 2 -0.230000 684.800000 11.800000 1.750000 673.000000
Intrum 4 -0.340000 534.400000 7.400000 1.400000 527.000000
Essity A 4 0.350000 1154.000000 5.000000 0.440000 1149.000000
Sampo Oyj SDB 7 1.760000 3853.500000 3.500000 0.090000 3850.000000
Coor Service Management Hold. 8 0.980000 535.200000 3.200000 0.600000 532.000000
Karnov Group 9 4.170000 539.100000 3.100000 0.580000 536.000004
Swedbank A 3 0.690000 566.850000 2.850000 0.510000 564.000000
Essity B 2 0.880000 576.200000 2.200000 0.380000 574.000000
Creaspac SPAC 6 0.420000 577.800000 0.800000 0.140000 577.000002
Handelsbanken A 5 0.650000 543.750000 -2.250000 -0.410000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.200000 241.680000 -4.320000 -1.760000 246.000000
Securitas B 6 0.300000 565.440000 -4.560000 -0.800000 570.000000
CTEK 13 2.240000 528.970000 -5.030000 -0.940000 533.999999
Nordea Bank Abp 29 0.730000 3445.780000 -8.220000 -0.240000 3453.999992
Midsona B 63 1.380000 555.660000 -27.340000 -4.690000 582.999984
International Petroleum Corp. 5 1.110000 544.500000 -50.070000 -8.420000 594.565215
Vivesto 1368 -0.340000 556.780000 -56.220000 -9.170000 612.999432
Axfood 13 0.460000 3658.200000 -97.800000 -2.600000 3756.000001
OX2 18 1.770000 1451.700000 -212.300000 -12.760000 1663.999992
Fasadgruppen Group 35 2.560000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 -0.360000 2880.800000 -481.200000 -14.310000 3361.999992
TOTAL 46337.360000 -551.210000 -1.8458% 46888.564618

Updated:¶

'2023-01-20 17:05:54.081538'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶